A noise-tolerant SQP method with relaxations achieves global convergence and solution accuracy proportional to the noise level for inequality-constrained problems.
A trust region method for noisy unconstrained opti- mization.Mathematical Programming, 202(1):445–472, 2023
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A Noise Tolerant SQP Algorithm for Inequality Constrained Optimization
A noise-tolerant SQP method with relaxations achieves global convergence and solution accuracy proportional to the noise level for inequality-constrained problems.